rlibkriging (version 0.9-1)

logLikelihoodFun.Kriging: Compute Log-Likelihood of Kriging Model

Description

Compute Log-Likelihood of Kriging Model

Usage

# S3 method for Kriging
logLikelihoodFun(
  object,
  theta,
  return_grad = FALSE,
  return_hess = FALSE,
  bench = FALSE,
  ...
)

Value

The log-Likelihood computed for given

\(\boldsymbol{theta}\).

Arguments

object

An S3 Kriging object.

theta

A numeric vector of (positive) range parameters at which the log-likelihood will be evaluated.

return_grad

Logical. Should the function return the gradient?

return_hess

Logical. Should the function return Hessian?

bench

Logical. Should the function display benchmarking output?

...

Not used.

Author

Yann Richet

Examples

f <- function(x) 1 - 1 / 2 * (sin(12 * x) / (1 + x) + 2 * cos(7 * x) * x^5 + 0.7)
set.seed(123)
X <- as.matrix(runif(10))
y <- f(X)

k <- Kriging(y, X, kernel = "matern3_2")
print(k)

ll <- function(theta) logLikelihoodFun(k, theta)$logLikelihood

t <- seq(from = 0.001, to = 2, length.out = 101)
plot(t, ll(t), type = 'l')
abline(v = k$theta(), col = "blue")